Академический Документы
Профессиональный Документы
Культура Документы
. .
. ..
2004
681.142.2 + 519.682.1
.., ..
. : - . .. , 2004. 154 .
ISBN 5-85746-761-6
ISBN 5-85746-761-6
c . . , . . , 2004,
1.
1.1. .
1.2. . . . . .
1.3. . . . . .
1.4. - . . . . . . . .
1.5.
1.5.1. . . . .
1.5.2. . . . . .
1.5.3. . . . . . . . . . . . .
1.6. . . . . . . . . . . . . . . . . . . . . . . .
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
8
8
10
17
20
22
22
22
23
25
2. -
2.1. . . . . . . . . . . . . . . . . . . . . . .
2.2. - . . . . . . . . . . .
2.3. . . . . . . . .
2.3.1. . . . . . . . . . . . . . . . . . . . .
2.3.2. . . . . . . . . . . . .
2.3.3. . . . . . . . . . . . . . . . . . . .
2.4.
2.5. - . . . . . . . . . .
2.6. - . . . . . . . . . . .
.
.
.
.
.
.
.
.
.
28
28
32
39
39
43
46
50
53
56
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
2.7. - . . . . . . . . . . . . .
2.8. . . . . . . . . . . . .
2.9. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
3.
3.1. . . . . . . . . . . . . . . . . . . . . . .
3.2. . . . . . . . . . . . . . . . . . . .
3.3. . . . . . . . . . . . . . . . .
3.4.
3.4.1.
3.4.2.
3.5. . . . . . . . . . . . . . . . . . . . . .
3.6. - . . . . . . . . . . . . . . .
3.6.1. -
3.6.2. -
3.7. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.
4.1. . . . . . . . . . .
4.2. . . . . . . . . . . . . . . . . . . .
4.2.1. . . . . . . . . . . . . . . . . .
4.3. . .
4.4.
. . . . . . . . . . . . . . . . . . . . . . . . . . . . .
4.4.1. - . . . . . . . . . . . .
4.4.2. . . . . . . . . . . .
4.5. . . . .
4.6. . . . . . . . . . . . . . . . . . . . . . .
5.
5.1. . . . . . . . . . . . . . . . . . . . .
5.2. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
5.2.1. . . . . . . . . . . . . . . . . . . .
5.2.2. . . . . . . . .
5.2.3. . . . . . . . . . . . . . . . . . . . . . . .
5.2.4. . . . . . . . . . . . .
5.2.5. . . . . . . . . . . . . . . . . . .
59
63
66
69
69
72
76
78
78
81
84
88
88
90
93
95
95
98
99
100
101
102
103
105
106
111
111
112
112
113
114
114
115
5.3.
5.4.
5.5.
5.6.
5.7.
5.8.
5.9.
5.2.6. . . . . . . . . . . . . . .
. . . . . . . . . .
. . . . . . . . . . . .
. . . . . . . . .
. .
.
. . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . . . . . . . . .
5
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
116
117
119
129
136
137
141
146
149
150
, [10], [11], [7], 25 .
, , ,
.
, . , , ,
, ,
.
. . , . . . .
. . . ,
.
Z ,
Q ,
R ,
P n n-
P ( ),
P nm n m P ,
rank A A,
det A A,
bc : , ,
de , .
{} : {} = bc.
1.1.
XIX , , , ,
- . ;
1 (1758 .), 2 , 3 . .
1939 . . 4 , -
, . , , . 1942 , 1
(16941774) .
(18181883) .
3 (18341910) .
4 (19121986) ; (1964); . (1949); (1965);
(1975, ,
).
2
1.1.
,
(5 , 6 , 7 .).
, XX :
. . n .
x1 , x2 , . . . , xn . , x = (x1 , . . . , xn )> . x y = F (x), ,
f (x), . , x
,
, . ,
, f (x) .
Rn , , . M , . x M ,
. f : Rn R. f (x) . x
e M , ()
, f (e
x) f (x) x M .
, :
1) , x M ;
e;
2) , x
e f (e
x).
3) - x
max f (x).
(1)
xM
(. 1914) .
(19101985) . (1975, . . ).
7 (19031957) ; .
, .
6
1.
10
(1) f (x) M ( x M ).
(1) :
min f (x).
(2)
xM
e M ,
x
() , f (e
x) f (x) x M . ,
f (x)
g(x) = f (x),
-, , , . ,
, (2), M
f (x) - . .
1.2.
1.1. p1 , p2 , . . . , ps , i ,
s
, i = 1, i 0 (i = 1, 2, . . . , s).
i=1
p1 , p2 , . . . , ps
s
p = i pi .
i=1
1.2. Conv M M . ,
M = {p1 , p2 , . . . , ps }
(
)
s
Conv {p1 , p2 , . . . , ps } =
p = i pi :
i=1
i = 1,
i 0 (i = 1, 2, . . . , s) .
i=1
1.2.
11
z
y
a)
b)
. 1.1.
. 1.1a) , . 1.1b) .
1.5. , , . , 1) Conv M ,
2) P , M , Conv M P .
. 1.2.
. 1.2.
.
1.6.
(
)
n
H(a, a0 ) =
x : ai xi a0
i=1
a = (a1 , a2 , . . . , an ), a 6= 0.
1.7. .
1.
12
. y = (y1 , y2 , . . . , yn ) z = (z1 , z2 , . . . , zn )
S(a, a0 ). , z +
(1 )y, 0 1, S(a, a0 ).
n
ai ( zi + (1 ) yi ) a0 .
(3)
i=1
y z
n
ai z i a0
ai yi a0 .
i=1
i=1
(1 ), , (3).
1.8. n r
(
)
n
Bn (r) =
x : x2i r2
i=1
1.9. .
. y = (y1 , y2 , . . . , yn ) z = (z1 , z2 , . . . , zn )
Bn (r). ,
z + (1 ) y = (z1 + (1 )y1 , . . . , zn + (1 )yn ),
0 1, Bn (r). :
n
i=1
i=1
i=1
i=1
:
s
s
n
i=1
i=1
i=1
yi zi yi2 zi2 .
yi2
i=1
zi2
i=1
1.2.
13
r2 ,
n
i=1
.
1.10. .
. {Mi : i I} ( )
\
M=
Mi .
iI
y z M , 0 1. i
M Mi , y z Mi . Mi
, (1 ) y + z Mi , ,
, M .
1.11. , ,
(4)
f (x) M ,
x y M , 0 1,
f (x + (1 )y) f (x) + (1 )f (y).
(5)
1.
14
, f (x) ,
g(x) = f (x) .
(5) , ,
(. . 1.3).
f (x) + (1 )f (y)
f x + (1 )y
M
x + (1 )y
. 1.3.
1.13. f (x) M , xi M , i 0 (i = 1, . . . , s)
s
i = 1,
i=1
i xi
i=1
i f (xi ).
i=1
. s.
, f (x)
M , {x M : f (x) } . , H(a, a0 )
n
f (x) = ai xi ,
i=1
Bn (r)
n
f (x) = x2i .
i=1
1.2.
15
1.14.
.
(2), M , f (x) M .
.
e M
1.15. x
f (x) M , > 0, y
e| < ,
M , |y x
f (e
x) f (y).
e , , x
e, f (x)
- x
f (e
x).
1.16. .
. x
e M b M f (x) x
, f (b
x) < f (e
x). , 0 < 1
f (b
x + (1 )e
x) f (b
x) + (1 )f (e
x) < f (e
x).
x
e. ,
> 0 z = b
x + (1 )e
x,
= min
,
,
2 2|b
xx
e|
e
M ( ), - x
e| = |b
e| < ).
( |z x
xx
, , M f (x) x
e,
1.
16
f (x) x
e; x
e , (), e, f (x). ,
, x
, .
,
M f (x).
1.17.
.
, ( , ),
. , M
M = Conv {p1 , . . . , ps }, .
1.18. M = Conv {p1 , . . . , ps } f (x) M
, p1 , . . . , ps
(1).
. k ,
f (pk ) = max {f (pi ) : i = 1, . . . , s} .
p Conv {p1 , . . . , ps }
!
s
f (x) = f
i pi
i=1
i f (pi ) f (pk ),
i=1
. . pk (1).
, 1.18 , s , . ,
, , , , , .
M = Conv {p1 , . . . , ps }, f (x) .
1.16 1.18, p1 , . . . , ps
. -, , .
1.3.
17
1.3.
1.19.
M ().
,
max(c1 x1 + c2 x2 + . . . + cn xn )
(6)
cj , aij , bi (j = 1, 2, . . . , n, i = 1, 2, . . . , m) F R.
(k+1)- (k+s)- 1 ,
(6) :
max(c1 x1 + c2 x2 + . . . + cn xn )
(i = 1, . . . , k + s),
(i = k + s + 1, . . . , m).
(7)
(6) , (7) 1
.
(7) . .
max(c1 x1 + c2 x2 + . . . + cn xn )
x 0 (j = 1, 2, . . . , n)
j
(8)
1.
18
,
max(c1 x1 + c2 x2 + . . . + cn xn )
21 x1 + a22 x2 + . . . + a2n xn = b2 ,
...................................
m1 x1 + am2 x2 + . . . + amn xn = bm ,
x 0 (j = 1, 2, . . . , n)
(9)
.
A = (aij ) m n, b = (b1 , . . . , bm )> -,
c = (c1 , . . . , cn ) -. a = (a1 , . . . , am ) b = (b1 , . . . , bm ),
a b m ai bi (i =
1, . . . , m).
, :
max cx
max cx
Ax b,
x 0,
Ax = b,
x0
. :
0
0
A
b
A=
,
b=
,
A00
b00
A0 b0 s A s
b, A00 b00 A
b . :
max cx
A0 x b0 ,
A00 x = b00 .
,
.
.
1.3.
19
, .
ai1 x1 + ai2 x2 + . . . + ain xn = bi (8)
ai1 x1 + ai2 x2 + . . . + ain xn bi ,
ai1 x1 ai2 x2 . . . ain xn bi ,
xj = uj vj (j = 1, 2, . . . , n)
uj 0, vj 0.
:
max(c1 (u1 v1 ) + c2 (u2 v2 ) + . . . + cn (un vn ))
uj 0, vj 0 (j = 1, 2, . . . , n),
(10)
:
max(cv cu)
A0 u A0 v b0 ,
A00 u A00 v b00 ,
A00 u + A00 v b00 ,
u 0, v 0,
u = (u1 , u2 , . . . , un )> , v = (v1 , v2 , . . . , vn )> .
x,
(10) ,
:
uj =
xj , xj 0,
0, xj < 0
vj =
0,
xj 0,
xj , xj < 0.
(u, v) (10)
x = u v . , . ,
(7)
(10).
1.
20
(8) .
yi (i = 1, 2 . . . , m), , .
max(c1 x1 + c2 x2 + . . . + cn xn )
a
x
+
a
x
+
.
.
.
+
a
x
+
y
= b2 ,
21
1
22
2
2n
n
2
..................................................
x 0 (j = 1, 2, . . . , n), y 0 (i = 1, 2, . . . , m),
j
(11)
:
max cx
Ax + y = b,
x 0,
y 0,
y = (y1 , y2 , . . . , ym )> . , x (8) (x, y) (11)
x (x, b Ax). , .
, .
1.4. -
, 1.16 1.18 . , -, .
(8). b 0, x = 0
. c 0, cx 0, , .
s, cs > 0, xs ,
(.
1.16). , i {1, 2, . . . , m}
1.4. -
21
ais 0, xs
, ,
. i, ais > 0,
arj xj br
(12)
j=1
xs bi /ais .
br
bi
=
= min
: aij > 0, i = 1, 2, . . . , m .
ars
aij
> 0, es , es ,
0, s-, 1.
es cj > 0. 8 ,
xs
n
yr = br arj xj
j=1
.
= 0 ( ), .
, , , c 0
x = 0 (.
1.14).
- 9 .
.
1.20. p0 , p1 , . . . , pt Rn , , q1 = p1 p0 , q2 = p2 p0 , . . . , qt = pt p0 .
Conv {p0 , p1 , . . . , pt } t- .
1.21. , n-
, n + 1 . : , p0 = 0,
8
2.2.
(19081970) . ,
, .
9
1.
22
a1 x1 + . . . + an xn b, xj 0 (j = 1, 2, . . . , n),
p0 q1 , . . . , qn .
xj 0 (j = 1, 2, . . . , n) (12)
, (
) n- . , .
1.5.
1.5.1.
m b1 , b2 , . . . , bm ,
n . aij (i = 1, . . . , m; j = 1, . . . , n),
i- , j- . ,
cj j- .
, c .
xj j- , :
n
max cj xj
j=1
n
a x b (i = 1, . . . , m),
ij j
i
j=1
xj 0
(j = 1, . . . , n).
, j- , xj . ,
, () (. 5).
1.5.2.
m b1 , b2 , . . . , bm ,
n . aij (i = 1, . . . , m; j = 1, . . . , n),
i- , j- . ,
cj j- .
, c .
1.5.
23
, m n . aij j- i- (i = 1, . . . , m; j = 1, . . . , n).
cj j- . , : bi i-
. ,
.
1.5.3.
n , .
m . aij i- (i = 1, . . . , m),
j- (j = 1, . . . , n), ai
i- , .
cj (j = 1, . . . , n), j- , bi (i = 1, . . . , m),
i- .
.
xj (j = 1, . . . , n) j- . .
, :
n
min cj xj ,
j=1
:
n
aij xj bi
(i = 1, . . . , m).
j=1
-,
, 1945 . . 10 .
m = 9, n = 77 (. [4],
. 521527).
10 (19111991) .
(1982).
1.
24
1.22. [ .] . 11
, XIX
.
:
.
.
.
,
12 . 1 2 ,
1 5 , , ,
20 . 1 1 , 1 5 .
15 .
, .
x1 , x2 .
:
max x2
x1 0, x2 0.
(. . 1.4). e = (5, 2)> .
. x
25 %.
:
max x2
x1 0, x2 0.
(. . 1.5).
e = ( 20/3 , 4/3 )> . , .
x
11
(18371910) .
.
12
1.6.
x2
4
25
2x1 + 5x2 = 20
3
2
x
e
x1 + 5x2 = 15
x1
10
15
. 1.4.
x2
4
2x1 + 5x2 = 20
5/4 x
+ 5x2 = 15
4/3
x
e
x1
10
20/3
12
15
. 1.5.
1.1. 1.22
,
. .
16 . ,
.
1.6.
1.2. (x1 , x2 ) R2 , x1
0, x2 0?
1.3. p1 , p2 , . . . , ps
s
p = i pi ,
i=1
i = 1.
i=1
1.
26
Aff M M . Aff M .
1.4. , , p1 , p2 , . . . , ps
s
p = i pi ,
i 0 (i = 1, 2, . . . , s).
i=1
Cone M M
. Cone M .
1.5. Aff M , Cone M ,
Conv M , M = {p1 , . . . , ps }, xi Rn (i = 1, . . . , s) 1 s 4,
1 n 3.
1.6. A n n , q - n. , x
Rn Ax + q Rn . , .
1.7. Y Z .
Y + Z = {x : x = y + z, y Y, z Z} .
, .
1.8. D
1.6.
27
x1 x2 0,
0 x2 1,
x1 0.
1.15.
max(1 x1 + . . . + cn xn )
a1 x1 + . . . an xn b,
xj 0 (j = 1, 2, . . . , n),
cj > 0,
aj > 0 (j = 1, 2, . . . , n)
b > 0.
(13)
? , (13)?
-
2.1.
2.1.
max(2x1 + x2 )
3x1 + x2 + x4 = 17,
x
1 + x5 = 5,
xj 0 (j = 1, 2, . . . , 5).
(14)
x0 = 2x1 + x2 .
x0
x0 2x1 x2
= 0,
3x1 + 4x2 + x3
= 32,
(15)
3x1 + x2
+ x4
= 17,
x1
+ x5 = 5,
:
xj 0 (j = 1, 2, . . . , 5).
28
(16)
2.1.
29
, , .
(15) () x0 , x3 , x4 , x5 () x1 ,
x2 . :
x0 =
2x1 + x2 ,
x3 = 32 3x1 4x2 ,
(17)
x4 = 17 3x1 x2 ,
x5 = 5 x1 .
, (17)
e = (0, 0, 32, 17, 5)> x
e0 = 0. , x
(16) ( - ,
(15) ). , x
e (14).
. ,
x0 (17) x1 x2 , x0
x1 / x2 . x1 / x2 , , ,
(15, 16).
x0 , x1 , x2 0
(15) (17). x3 (17) x1 32/3 (,
x3 0). x4 (17) x1 17/3 , x5 x1 5.
17
min 32/3 , , 5 = 5,
3
x1 5.
, x1 = 5, x2 = 0. (17): x0 = 10, x3 = 17, x4 = 2, x5 = 0.
:
x
e = (5, 0, 17, 2, 0),
x
e0 = 10.
(18)
. x2 (17) (16) ,
2. -
30
, :
x0
x2
4x + x
2
x2
x1
+ 2x5
3x5
+ x4 3x5
+ x5
= 10,
= 17,
= 2,
= 5.
(19)
, ( ) (19)
(16)
() , .
x0 , x1 , x3 , x4 , x2 , x5 . , . :
x0 = 10 + x2 2x5 ,
x3 = 17 4x2 + 3x5 ,
(20)
x4 = 2 x2 + 3x5 ,
x1 = 5
x5 .
, (19) ,
(18).
x0 x2 x5 (20) x2 , x0
x2
17
min
, 2 = 2.
4
, (19) ,
,
x0
x4 x5 = 12,
x3 4x4 + 9x5 = 9,
(21)
x2
+ x4 3x5 = 2,
x1
+ x5 = 5,
x0
x3
x2
x1
= 12 x4 + x5 ,
= 9 + 4x4 9x5 ,
= 2 x4 + 3x5 ,
= 5
x5 .
(22)
2.1.
31
x4 , x5 0,
:
e = (5, 2, 9, 0, 0),
x
e0 = 12.
x
(23), , x0
x5 ,
min {1, 5} = 1.
(21) ,
, , :
x0
x1
x0
x5
x2
x1
x2 +
1/9 x
3
1/9 x
3
1/3 x
3
1/9 x
3
5/9 x
4
4/9 x
4
1/3 x
4
4/9 x
4
= 13 1/9 x3
= 1 1/9 x3
= 5 1/3 x3
= 4 + 1/9 x3
+
+
= 13,
+ x5 = 1,
= 5,
= 4,
5/9 x ,
4
4/9 x ,
4
1/3 x ,
4
4/9 x .
4
(23)
x3 , x4 0,
:
b = (4, 5, 0, 0, 1),
x
b0 = 13.
x
x0 (23) x3 x4 , , x3 0, x4 0, x0 13.
, 13 x
b 13 , ,
.
, , -. .
2. -
32
2.2. -
(9). :
max cx
(24)
Ax = b,
x 0.
2.2. () .
A m. , B, , , . . det B 6= 0.
, B .
2.3. j1 , j2 , . . . , jm A,
. xj1 , xj2 , . . . , xjm
Ax = b.
B = hj1 , j2 , . . . , jm i
( ) .
B .
, , xji i- (ji B) , , .
0, ,
.
2.4. x , , .
,
, ,
B .
2.2. -
33
qij xj = qi0
(i = 1, 2, . . . , m),
(25)
j=1
qiji = 1,
qkji = 0
(ji B,
k {1, 2, . . . , m} \ {i}).
x0
x0 c1 x1 c2 x2 . . . cn xn = 0.
,
.
x0 + q01 x1 + q02 x2 + . . . + q0n xn = q00 ,
q0ji = 0
(ji B).
(26)
, x0 (25), (26),
.
, , B = h1, 2, . . . , mi, (25), (26)
x0
+ q0,m+1 xm+1 + . . . + q0n xn = q00 ,
x
+ q1,m+1 xm+1 + . . . + q1n xn = q10 ,
x2
+ q2,m+1 xm+1 + . . . + q2n xn = q20 ,
.
................................
2. -
34
, B Q (, B ).
2.7. Q, B
? , , , , , q00 .
2.8. x
e = (e
x1 , x
e2 , . . . , x
en )> - Q = (qij ) B = hj1 , j2 , . . . , jm i,
eji = qi0 , ji B, x
ej = 0, j
1) x
/ B;
2) x
e ce
x = q00 ;
3) - Q , ,
B .
2.9. B B 0 , |B B 0 | =
m 1.
-
,
, ,
.
- 1947 . , 2 1823 .
3 1911 . 1939 . ,
, - (. 3.6).
1. [ - .]4
0. 5 B Q.
2
(17681830) .
(18661962) .
4 , , : . ,
, . .
, .
5 2.4.
3
2.2. -
35
1. q0j 0 (j = 1, 2, . . . , n), . , B, . s,
q0s < 0.
2. qis 0 (i = 1, 2, . . . , m), .
. r, .
qi0
qr0
= min
: qis > 0 (i = 1, 2, . . . , m) .
(27)
qrs
qis
3. ( .) r-
Q qrs . i {0, 1, . . . , m} \ {r} i-
r-, qis .
4. B = hj1 , . . . , jm i jr s. 1.
, s r
. 2.3.
2.10.
1 -. s, r
qrs - , .
, 3 - (25), (26) ()
qrs .
2.11. B x
e e , x
e .
. B x
(24) ,
. .
, - , .
-,
.
2.12.
2. -
36
1) 3 1
(25).
xjr xs .
2) 1 Q .
3) q0j 0 (j = 1, 2, . . . , n),
.
4) s q0s < 0 qis 0 (i =
1, 2, . . . , m), .
5) q0s < 0 qrs > 0, . , ,
, .
.
1) .
2) - :
0
qi0
= qi0
qis
qr0
qrs
(i = 1, . . . , r 1, r + 1, . . . , m),
0
qr0
=
qr0
.
qrs
(27) qi0 0.
3) xj 0 q0j 0 (j = 1, 2, . . . , n), (26) ,
x0 q00 . , x
e
e .
q00 , , x
4) (25), (26) ,
xs , .
x0 = q00 q0s xs ,
2.2. -
37
5) 3 -
0
= q00
q00
q0s
qr0 .
qrs
0
q0s < 0, qrs > 0, qr0 0, q00
q00 .
0
, qr0 > 0 q00 > q00 .
2.13. -
max(2x2 x3 + x4 )
2x1 + x2 + x3 = 6,
x1 + 2x2 + x4 = 6,
xj 0 (j = 1, . . . , 4).
B (0) {3, 4},
:
0 2
1 1
0
.
, -:
(0)
{3, 4} ,
(0)
=
6
1 1
2
1
0
.
s = 1
s = 2. s = 1. s = 1. min { 6/2 , 6/1 }
,
r = 1. , B (1) = h1, 4i.
2. -
38
2
. :
B (1) = h1, 4i ,
Q(1) =
3
1/2
1/2
1/2
1/2
3/2
1/2
0
.
4
0
0 1/3 1/3
2/3 1/3 .
B (2) = h1, 2i .
Q(2) =
2
1
0
2
0
1 1/3 2/3
. (2, 2, 0, 0)> . 4.
-. . 2.3.
2.14. -, ,
, . . .
. 5) 2.12
.
, B B 0 , ,
m- n-
. ,
n!
,
(n m)! m!
, - .
2.3.
39
, - .
, .
2.3.
2.3.1.
, , , ,
- , , .
, .
, ,
, , -,
, , -, -
6
.
Q = (qij ) -,
B.
s ( 1 1):
1 s = min {j : q0j < 0}.
2 s, , q0s = min {q0j : q0j < 0}. s , .
3 s, , s = max {j : q0j < 0},
qi0
j = min
: qij > 0 (i = 1, 2, . . . , m)
(j = 1, 2, . . . , n).
qij
s , .
. -.
.
xs 1.
6 ,
, .
2. -
40
s ,
r ( 2 1) :
1 i,
min
qi0
:
qis
qis > 0 (i = 1, 2, . . . , m) .
(28)
.
2.15. {2, 3, 4, 5} - 1 1
max {200x5 + 175x6 1100x7 2x8 }
4 + x8 = 1,
xj 0 (j = 1, 2, . . . , 8).
-,
.
B (0) = h2, 1, 3, 4i ,
Q(0)
5/4
1/50
1/3
1/6
1/50
75/2
25/4
175/2
1/4
2.3.
B (1) = h2, 5, 3, 4i ,
Q(1)
Q(2)
600
Q(3)
Q(4)
75
500
1/25
1/2
1/50
225/2
25
200
B (2) = h6, 5, 3, 4i ,
3300
300
36
15
1575/2
100
0
1
0
B (3) = h6, 7, 3, 4i ,
3/50 ,
1800
100
100
100 14
4/25
3/50 ,
84
12
15
1575/2
100
300
25
1/4
41
(4)
8/25
= h8, 7, 3, 4i ,
0
300 200
525/2
75/2
25
25/8
3/4
1/4
1/2
3/16
25/2
75
75/8
525/2
75/2
25
25/8
2. -
42
B (5) = h8, 1, 3, 4i ,
Q(5)
100
100
50
400
50
150
125/2
350
1/3
2/3
1/4
4/3
25/2
75
75/8
150
125/2
350
50
B (6) = B (0) , , .
B, s, I, r. I
i, (28).
h2, 1, 3, 4i 5
{2, 3} 2
h2, 5, 3, 4i 6
{1, 2} 1
h6, 5, 3, 4i 7
h6, 7, 3, 4i 8
h8, 7, 3, 4i 1
h8, 1, 3, 4i 2
h2, 1, 3, 4i
{2}
{1, 2} 1
{2}
{1, 2} 2
2 3 i,
.
2.16. , . , , ,
, . . :
B (k) , B (k+1) , . . . , B (k+l) = B (k) .
- , ,
q00 . , , qr0 = 0, r .
2.3.
43
, ,
- , , ,
.
, , .
2.3.2.
2.17. , q (: q 0), . p q .
q p (: q p),
q p 0.
2.18. R . q
(: q = lexmin R), p R, p 6= q,
p q.
r 2 1:
2 r, ,
qrn
qi0 qi1
qin
qr0 qr1
,
,...,
= lexmin
,
,...,
:
qrs qrs
qrs
qis qis
qis
qis > 0 .
Q ,
r 2 .
2.19. Q , L -, , ,
, , .
, / -
.
44
2. -
2.20. 2 1 2 ,
- .
. , r- () , i- (i =
1, . . . , r 1, r + 1, . . . , m),
qr0 qr1
qrn
(qi0 , qi1 , . . . , qin ) qis
,
,...,
.
(29)
qrs qrs
qrs
qis < 0, , . qis > 0, (29)
qi0 qi1
qin
qr0 qr1
qrn
qis
,
,...,
,
,...,
.
qis qis
qis
qrs qrs
qrs
,
. .
2.21. 1, s
, , q0s < 0, r 2 - , L -.
2.22. - , , .
. 2.20, , -, . -
. ,
-, , , .
2.23. -
2.15.
1 , 2 . B (0) = h2, 1, 3, 4i.
2.3.
B (1) = h2, 1, 5, 4i ,
Q(1)
16/3
Q(2)
Q(3)
625/3
4700/3
10/3
7/4
14
1/25
2/225
2/9
16/9
2/225
2/75
1/6
7/3
1/150
100
B (2) = h2, 6, 5, 4i ,
0
1875/2
63/8
1/100
3/100
9/2
1/25
1/25
3/4
1/50
B (3) = h2, 6, 3, 4i ,
0
1050
150
50
15/2
1/2
1/2
3/100
1/25
75/2
50
50
0
1
0
B = h2, 6, 3, 8i ,
50
0
0
(4)
3
/100
1
=
/25
1050
Q(4)
2/25
45
150
1/2
1/2
15/2
3/100
1/25
75/2
50
50
2. -
46
h2, 1, 3, 4i 5
h2, 1, 5, 4i 6
h2, 6, 5, 4i 3
h2, 6, 3, 4i 8
h2, 6, 3, 8i
{2, 3} 3
{2}
{1, 3} 3
{4}
2.3.3.
, , s r . , s ,
, jr , ,
B = hj1 , j2 , . . . , jm i.
r :
3 i,
qi0
min
: qis > 0 (i = 1, 2, . . . , m) ,
qis
r, jr .
2.24. -,
1 ,
3 - 7 .
2.25. :
1) , , .
2) , , .
7
2.3.
47
2.26. - .
. , .
, (, , ) ,
t. t h-
g- . s , h-
. s < t. B = hj1 , . . . , jm i, Q = (qij ) 0
- h- B 0 , Q0 = (qij
)
- g- .
x
b :
bji = qi0 qis
x
(i = 1, 2, . . . , m),
bs = 1,
x
bj = 0
x
(j
/ B,
j 6= s).
b ,
, x
b - Q , x
Ax = b,
n
cb
x = q00 q0j x
bj = q00
j=1
(30)
j
/B
q0s < 0. - Q0 :
n
0
0
cb
x = q00
q0j
x
bj .
(31)
j=1
0
2.16 q00
= q00 . (31):
0
bj = 0, q0j
bj = 0.
/ B, j 6= s, x
x
j
0
bs = 1 , t, q0s
j = s, x
0,
0
q0j
x
bj 0.
j B \ B 0 , j 6= t, t, j < t.
2.16 , qi0 = 0, j = ji , ,
bj = qis . j < t, h- qis
x
bj 0.
, qis 0, x
0
0
x
bj 0.
0, q0j
, j < t, q0j
2. -
48
0
j = t, q0j
< 0 x
bj = qis , t = ji . h- bj = qis < 0,
qis , x
0
bj > 0.
q0j
x
0
0
bj = 0.
x
j B B 0 , q0j = q0j
= 0, q0j
, cb
x < q00 , (30).
2.27. -
2.15. B (0) = h2, 1, 3, 4i. ,
, B (1) = h2, 5, 3, 4i, B (2) = h6, 5, 3, 4i, B (3) =
h6, 7, 3, 4i, B (4) = h8, 7, 3, 4i, B (5) = h8, 1, 3, 4i. ,
-.
B (6) = h8, 2, 3, 4i ,
Q(6)
300
150
50
25
150
3/4
75/2
50
50
150
50
25
150
B (7) = h8, 2, 5, 4i ,
Q(7)
375
125 900
225/2
25
200
9/2
1/25
3/4
3/4
1/50
225/2
25
200
2.3.
Q(8)
3
=
/100
1/25
Q(9)
= 3/100
0
1/25
49
B (8) = h8, 2, 5, 6i ,
0
3
5
0
100
63/8
1/100
3/100
3/4
1/50
9/2
1/25
1/25
B (9) = h8, 2, 7, 6i ,
0
1
5
100
0
1
0
0
0
0
0
1
0
0
1
0
1
0
0
0
1875/2
2025/2
0
63/8
3/4
21/2
0
1/100
1/50
3/25
1
3/100
0
1/25
0
0
1
8
h2, 1, 3, 4i 5 {2, 3}
{1, 3}
h2, 5, 3, 4i 6 {1, 2}
{2, 5}
h6, 5, 3, 4i 7
{5}
h6, 7, 3, 4i 8 {1, 2}
{6, 7}
h8, 7, 3, 4i 1
{7}
h8, 1, 3, 4i 2 {1, 2}
{8, 1}
h8, 2, 3, 4i 5 {3, 4}
{3, 4}
h8, 2, 5, 4i 6
{4}
{4}
h8, 2, 5, 6i 7
{3}
{5}
h8, 2, 7, 6i
{2}
{2}
50
2. -
2.4.
1 , .
, .
, (24) b 0. , ,
1.
max(xn+1 xn+2 . . . xn+m )
a
x
+
a
x
+
.
.
.
+
a
x
+
x
= b2 ,
21
1
22
2
2n
n
n+2
..
.
.............................
a
x
+
a
x
+
.
.
.
+
a
x
+ xn+m = bm ,
m1 1
m2 2
mn n
xj 0 (j = 1, 2, . . . , m + n).
(32)
xn+1 , . . . , xn+m .
bi 0 (i = 1, 2, . . . , m), B = hn + 1, . . . , n + mi ,
b
(32) 1. x
, B (32), Q
. :
I. (32) . , Ax = b, x 0 .
II. (32) 0. . :
1) B {1, 2, . . . , n}.
B .
2) s {n + 1, . . . , n + m}, , s B. qis =
0 (i = 0, . . . , r 1, r + 1, . . . , m), qrs = 1 r.
x
bs = qr0 , qr0 = 0, x
bn+1 + . . . + x
bn+m > 0.
2.4.
51
) qrj = 0 (j = 1, 2, . . . , n), Ax = b
, r- . , r-
Q .
) qrj 6= 0 j {1, 2, . . . , n},
Q qrj . s
B. s- Q .
, . 2)
2), . 1).
,
() -. , ,
,
- ( ) rank A = m. 1,
() -.
2.28.
max(x1 x2 5x4 )
x1 + x2 x3 + 3x4 = 1,
x1 2x2 + 3x3 x4 = 1,
5x1 4x2 + 7x3 + 3x4 = 5,
xj 0 (j = 1, 2, 3, 4).
. :
max(x5 x6 x7 )
x1 + x2 x3 + 3x4 + x5
= 1,
x1 2x2 + 3x3 x4
+ x6
= 1,
5x1 4x2 + 7x3 + 3x4
+ x7 = 5,
xj 0 (j = 1, 2, 3, 4).
2. -
52
-:
B (0) = h1, 2, 3i ,
Q(0)
7/5
B (1) = h1, 2, 4i ,
Q(1)
3/5
4/5
4/5
9/5
12/5
12/5
6/5
8/5
8/5
4/5
7/5
3/5
1/5
1/5
1/5
, 0,
- 8 .
B (2) = h2, 4, 5i ,
Q(2)
1/3
4/3
4/3
5/9
2/3
1/3
5/3
4/9
4/3
.
1/3
1/9
1/9
2.5. -
53
, :
4/3
4/3
1/3
5/3
.
:
4/3
4/3
1/3
5/3
. (1, 0, 0, 0)>
1.
2.5. -
(9) :
max cx
Ax = b,
x 0.
(33)
, A . B A, B
9
xB
A = (B, N ), x =
, c = (cB , cN ),
xN
9 , B m
A.
2. -
54
xB , cB , x c , xN , cN ,
x c .
(33) :
max(cB xB + cN xN )
BxB + N xN = b,
xB 0, xN 0.
(34)
1
q0s /qrs
..
..
.
.
1 qr1,s /qrs
,
1/qrs
E(r, s) =
(35)
qr1,s /qrs 1
..
..
.
.
qr1,s /qrs
r =6= 0, s =6= 0. ,
M = Et Et1 . . . E1
(36)
(35). , M
:
1 u
.
0 F
- -
1 u
0 cB cN
ub cB + uB cN + uN
=
,
0 F
b
B
N
Fb
FB
FN
B. uBcB = 0 F B = E, u = cB B 1 ,
F = B 1 . , -, B,
cB B 1 b 0 cN + cB B 1 N
Q = (qij ) =
.
(37)
B 1 b
E
B 1 N
2.5. -
55
2.29. C u = cB B 1 , B. u ,
-.
aj = (a1j , . . . , amj )> , b
aj = (q1j , . . . , qmj )> (j = 0, 1, . . . , n),
bb = b
a0 , b
a = b
as , b
c = (q01 , q02 , . . . , q0m ). b
cN = (q0,i1 , . . . , q0,imn ),
N = {i1 , i2 , . . . , imn }. (37), ,
, B.
2.30. ,
:
q00 = cx = ub,
bb = B 1 b,
b
c = c uA,
b
a = B 1 as .
(38)
2.31. - (37),
(33):
max(cB B 1 b + (cN cB B 1 N )xN )
xB = B 1 b B 1 N xN ,
xB 0, xN 0.
(39)
, ,
(34) xB :
xB = B 1 b B 1 N xN
.
2.32. b
c = c uA (38) , ,
( -) c A,
u.
2.33. x
e Ax = b , x
eN = 0 ,
eB = B 1 b. x
e , x
e0
, x
eN = 0, x
eB 0.
, x
e ce
cx x
x = ub.
, b
c = c uA 0, b
cN = cN uN 0.
2. -
56
2.34. , ,
A m . ,
(, ),
. , ,
2.30. , e N
e ), B
e ,
. A = (B,
e
B, N , N . u
e = cB . , b
uB
c = c uA
.
2.6. -
, 1:
1) s
.
2) s , r
s- .
m n, ,
Q, .
1) u.
2) (38) bb b
cN
, .
3) s .
4) (38) b
a.
5) r .
6) B = hj1 , j2 , . . . , jm i jr s
.
2.6. -
57
2.35. -.
.
2.36.
max(x1 + 2x2 + x3 + x4 )
-.
. :
3 3 4 2 1 0
0
A=
, b=
, c = (0, 0, 0, 0, 1, 1).
1
1 1 3 0 1
2
:
1 0
B = h5, 6i , B =
, cB = (1, 1),
0 1
cN = (0, 0, 0, 0),
bb = B 1 b = (0, 2)> ,
u = cB B 1 = (1, 1),
b
cN = cN uN = (4, 2, 5, 5),
s = 1,
b
a = B 1 (a1s , . . . , ams )> = ( 3 , 1)> ,
r = 1.
B = h1, 6i ,
bb = (0, 2)> ,
B=
3
1
0
1
u = ( 4/3 , 0),
b
cN = (2, 1/3 , 7/3 , 4/3 ),
b
a = (1, 2 )> ,
3 3
B = h1, 2i , B =
,
1
1
s = 1,
r = 2.
u = (1, 1),
b
cN = (0, 0, 0, 0, 1, 1).
2. -
58
. - . B = h1, 2i.
:
0
3 3 4 2 1 0
, c = (1, 2, 1, 1).
, b=
A=
2
1
1 1 3 0 1
:
3 3
B = h1, 2i , B =
,
1
1
bb = (1, 1)> ,
u = ( 1/2 , 1/2 ),
b
cN = (0, 0, 5/2 , 1/2 ),
b
a = ( 7/6 , 1/6 )> ,
s = 3,
r = 1.
B = h3, 2i ,
B=
4
1
3
1
u = ( 1/7 , 11/7 ),
b
cN = ( 15/7 , 0, 0, 24/7 )
(40)
2.7. -
bb = Ft Ft1 . . . F1 b,
b
a = Ft Ft1 . . . F1 (a1s , . . . , ams )> .
59
(41)
(40) , (41)
. Fi . ,
.
,
A , . . .
A,
.
-.
2.7. -
2.37.
max(x1 + x2 )
= 6,
2x1 + x2 + x3
x1 + 2x2
+ x4 = 6,
xj 0, (j = 1, 2, 3, 4).
B (0) = h3, 4i. :
x0
x1
x2
x3
x4
=
=
=
=6
=6
(x1 ) (x2 ),
(x1 ),
(x2 ),
+ 2(x1 ) + (x2 ),
+ (x1 ) + 2(x2 ),
(42)
2. -
60
, :
x2 =
(x2 ),
x
=
(x
),
3
3
(43)
(42) (43) :
1/2 1/2
3
0 1 1
1/2
1/2
0 1 0
3
(1)
,
0
.
T
T (0) =
=
0
0
1
0
1
1
0
2
1
6
0
3 1/2 3/2
6
1 2
(42) (43)
: (x0 , x)> = T (0) (1, x1 , x2 )> , (x0 , x)> = T (1) (1, x3 , x2 )>
.
, T (0) T (1)
, :
10 2 ,
, 6, .
:
max cx
Ax = b,
x 0.
xi = ti0 +
j=1
10
T (0) T (1) .
(44)
2.7. -
61
2.38. T = (tij ) (i = 0, . . . , n; j = 0, . . . , n m)
-, N .
2.39. Q = (qij ) () -, B. - (25), (26). , tij
qij :
qikj k = 0 k = ji B,
1 k = kj N ,
tkj =
0
k N , j = 0 k 6= kj .
, T , , , .
t00 .
2.40. - T = (tij )
() , ti0 0 (i = 1, 2, . . . , n).
tij
. ks N
r
/N.
(44) i = r. xks , :
xks =
tr0
trj
1
+
(xkj ) +
(xr ).
trs j6
t
t
rs
rs
=s
xks (44):
tr0
trj
(xr )
xi = ti0 + tij (xkj ) + tis
(xkj )
trs j6=s trs
trs
j6=s
tr0
tis
tis trj
= ti0 tis
+ tij
(xkj )
(xr ).
trs
t
t
rs
rs
j6=s
(i = 0, 1, . . . , r 1, r + 1, . . . , n).
tis
trs
t0ij =
tis trj
tij
trs
j = s,
j = 0, . . . , s 1, s + 1, . . . , n m.
62
2. -
, T : s-
trs , r-,
, r- .
.
2. [ - .]
0. B. N = hk1 , . . . , knm i
, T
-.
1. t0j 0 (j = 1, 2, . . . , n m), .
. s, t0s < 0.
2. tis 0 (i = 1, 2, . . . , n), .
. r,
ti0
tr0
= min
: tis > 0 (i = 1, 2, . . . , n) .
trs
tis
3. ( .) s-
Q trs . j {0, 1, . . . , n m} \ {s}
j- s-, trj .
4. N = hk1 , . . . , knm i ks r. 1.
2.41. s, r trs 2
.
2.42. -
2.37. T (0) T (1) . T (1) : s = 2, r = 4. :
1/2 1/2
1/3
1/3
3
4
3
1/2
1/2
2
1
2
/3 /3
(2)
1
2
T (1) = 0
,
T
=
2 /3 /3
0
1
0
1
0
1
0
3
1
0
0
1
3 /2 /2
2.8.
63
min
ti0
:
tis
tis > 0
(i = 1, 2, . . . , n) .
r .
, -
, .
- (, , ) (m+1)(n+1) , - (n+1)(nm+1) .
, , 2m < n, -, 2m > n .
2.8.
- :
. ,
- ( ) . 11 12
1972 .
11
(.1925)
.
(19281984) .
12
2. -
64
x1
5,
4x
+
x
25,
1
2
8x1 +
4x2 +
x3
125,
.................................................
n
2 x1 + 2n1 x2 + 2n2 x3 + . . . + 4xn1 + xn 5n ,
(45)
y1 , y2 , . . . , yn . ,
, - 2 (. . 39) 13 2n 1 . ,
- ,
, . , (45), n- () 0 xj 1
(j = 1, . . . , n), - . , ,
- , .
2.43. , -
2 n = 3 (45) 7 .
, n - 3 (45) .
, ,
, , P .
1979 . . . 14 .
, 13 (45) , .
14 ; , 1982, . . . . .
2.8.
65
. . 15 , . . 16 . . 17 .
. D
z
Rn .
>
E = M (z, D) = x : (x z) D(x z) 1
z.
P E. ,
P , P 6= 0,
/
, P . z - ax , P , P E 0 , E 0
, {x : ax az} E. E 0 z 0
D0 ,
, P .
:
1
1) E 0 E e 2 (n+1) ,
2) , , ,
, P = 0/ n.
, , -,
E 0 , 1)
2). ( , ,
.) .
, (m, n)- A b
, , ( ) Ax b
O(mn8 log2 (n)) () . ,
. , .
15
(. 1937)
.
17 (. 1947)
16 . .
2. -
66
, - ,
, , . , -, - . ,
( ) - ,
. , - , (9)
min
1
1
1
n, (m + 1), (m + n + 1) .
2
2
8
2.9.
2.1. , , , ,
.
2.2. :
max(x1 + 2x2 + 4x3 )
x1 x2 x3 = 1,
x1 + x2 + x3 = 3,
x1 , x2 , x3 0;
max(x1 + x2 + x3 )
2x1 + x2 + x3 = 4,
x1 2x2 + x3 = 1,
x1 , x2 , x3 0;
x1 x2 + x3 x4 + x5 x6 = 7,
xj 0, (j = 1, . . . , 6);
2.9.
67
max(5x1 x2 + 3x3 + 4x4 )
3x1 + x2 + x3 + x4 x5 x6 = 6,
x1 3x2 + x3 + x4 x5 x6 = 2,
x1 + x2 3x3 + x4 x5 x6 = 2,
xj 0, (j = 1, . . . , 6);
max(x1 2x2 + 3x3 2x4 )
2x1 x2 + 3x3 + x4 = 4,
3x1 x2 2x3 + x4 2,
5x1 + 3x2 + x3 6,
1 0,
x2 0.
2.3.
min(6x1 3/4 x5 + 150x6 1/50 )
x4 + x7 = 1.
, - 1 2 1
(. . 39) ,
3 1 .
2.4.
Ax b, x 0, b 0.
2.5. aj1 , . . . , ajm A . , (24) . :
an+1 = aj1 . . . ajm .
2.6. ,
Ax b, x 0, b 0,
68
2. -
. : an+1 =
aj1 . . . ajm .
3.1.
: .
M1 = {1, . . . , m1 } ,
N1 = {1, . . . , n1 } ,
M2 = {m1 + 1, . . . , m} ,
N2 = {n1 + 1, . . . , n} .
max(c1 x1 + c2 x2 + . . . + cn xn )
xj
(j N2 )
(46)
min(u1 b1 + u2 b2 + . . . + um bm )
ui
(i M1 )
ui 0
(i M2 )
u1 a1j + u2 a2j + . . . + um amj cj (j N1 )
(47)
69
70
3.
, j N1 N2 xj
(46)
(47). , . , i M1 M2 ui (47)
(46). ,
.
3.1. (47) (46),
(46) . , , (46)
(47), (47)
.
(46), (47) .
-
x(1) = (x1 , . . . , xn1 )> ,
b(1) = (b1 , . . . , bm1 )> ,
-
u(1) = (u1 , . . . , um1 ), u(2) = (um1 +1 , . . . , um ),
c(1) = (c1 , . . . , cn1 ),
c(2) = (cn1 +1 , . . . , cn )
A ( = 1, 2; = 1, 2), aij ,
i M , j N . (46), (47) :
max(c(1) x(1) + c(2) x(2) )
(1)
(2)
(1)
A11 x + A12 x = b ,
(1)
(2)
A21 x + A22 x b(2) ,
(1)
x 0.
(1)
(2)
(1)
u A11 + u A21 c ,
(1)
(2)
(2)
u A12 + u A22 = c ,
(2)
u 0.
,
max(c1 x1 + c2 x2 + . . . + cn xn )
21 x1 + a22 x2 + . . . + a2n xn = b2 ,
...................................
a
m1 x1 + am2 x2 + . . . + amn xn = bm ,
xj 0
(j = 1, 2, . . . , n)
(48)
3.1.
71
min(u1 b1 + u2 b2 + . . . + um bm )
(49)
, ui
. (48), (49)
:
max cx
Ax = b,
x0
min ub,
uA c,
x = (x1 , x2 , . . . xn )> , u =
(u1 , u2 , . . . um ) .
max(c1 x1 + c2 x2 + . . . + cn xn )
21 x1 + a22 x2 + . . . + a2n xn b2 ,
...................................
m1 x1 + am2 x2 + . . . + amn xn bm ,
xj 0
(j = 1, 2, . . . , n)
(50)
min(u1 b1 + u2 b2 + . . . + um bm )
u
1 a1n + u2 a2n + . . . + um amn cn ,
ui 0
(i = 1, 2, . . . , m).
(51)
72
3.
(50), (51) :
max cx
Ax b,
x0
min ub,
uA c,
u 0.
(48), (49), ,
(46), (47).
3.2.
e = (e
e2 , . . . , x
en )>
3.3. x
x1 , x
e = (e
e2 , . . . , u
em ) (49),
(48), u
u1 , u
e1 + c2 x
e2 + . . . + cn x
en u
e1 b1 + u
e2 b2 + . . . + u
em bm ,
c1 x
.
Ae
x = b,
e0
x
u
eA c.
eb.
ce
xu
(52)
e 0, u
eA c u
eAe
x
x ce
x, , Ae
x = b,
eb ce
u
x.
e, u
e (48)
3.4. x
(49) , , . . ce
u=u
eb. x
e, u
e
(48) (49) .
3.5. M
(49) , cx M ,
N (49) .
3.6. N (49) , ub N ,
N (48) .
3.7. (48) ,
(49) .
3.2.
73
. (48) - , .
e.
B x
A = (B, N ),
c = (cB , cN ),
B A, B,
cB , cN ,
c . u
e = cB B 1 , B. 2.5 (. 2.30)
eb. x
e ,
, ce
x=u
eA 0.
2.31 , c u
, u
e, B, (49),
x
e u
e .
3.4, .
3.8.
e u
B .
3.9. , 2.13 . 37.
:
min(6u1 + 6u2 )
2u1 + u2 0,
u1 + 2u2 2,
u1 1,
u2 1.
(53)
e = (2, 2, 0, 0)> x
e , ,
B = h1, 2i, u
(53):
2u1 + u2 = 1,
u1 + 2u2 = 1.
e = ( 1/3 , 1/3 ). u
, ,
(e
u0 = 4) .
3.
74
3.10. , cx (48).
3.5 . ,
, 3.7, ,
.
3.11. ,
, ,
.
3.12. :
max x1
x1 x2 = 1,
x3 = 1,
x1 , x2 , x3 0,
min(u1 u2 )
u1 1,
u1 0,
u2 0.
, .
3.13. (49) ,
(48)
.
. (49)
. 1.3 :
min ub
uA c
max u(b)
uA y = c,
y0
max(v w)(b)
(v w)A y = c,
v, w, y 0
(v, w, y) A = c,
E
v, w, y 0.
(54)
3.2.
75
, (54), :
min ct
b
A
A t b .
0
E
(55)
x = t,
max cx
Ax = b,
x 0,
(48).
(49) u
e, (54)
, (e
v , w,
e ye). (54) e ye) ,
3.7. (e
v , w,
e
t (55) ,
u
eb = (e
v , w,
e ye) (b, b, 0)> = ce
t = ce
x,
e = e
e (48), u
eb = ce
x
t. , x
x.
e (48).
3.4 , x
3.14. :
max(x1 + x2 )
2x1 + x2 = 1,
3x1 + 2x2 = 1,
x1 0, x2 0,
min(u1 + u2 )
2u1 + 3u2 1,
u1 + 2u2 1.
( x1 = 1, x2 = 1
), (, u1 = 1, u2 = 1),
3.13 , .
3.
76
(48) (49) ,
, 1 , 2 3 .
3.15 ( ). (48) (49)
:
)
;
) , (
), ;
) .
3.16. (50) (51)
(46) (47).
3.3.
.
3.17 ( 4 ). , ub
0 uA 0, ,
Ax = b x 0.
.
. x Ax = b.
uA 0 x, ub 0,
.
max 0x
Ax = b.
x0
min ub
uA 0.
(. 1922) .
(. 1925) .
3 (19051995) .
2
3.3.
77
.
u = 0, , . , ub . ,
u, ub .
3.18. - uA 0, , , uaj 0 (j =
1, 2, . . . , n). j- xj ,
j b = a1 x1 + . . . + an xn = Ax,
- ub 0.
, - .
() .
3.19 ( ). ,
ub
uA c ,
x 0, Ax = b cx .
.
. x x 0, Ax = b,
cx . uA c x
ub cx .
.
max cx
Ax = b,
x0
min ub
uA c
( ). , , min ub = max cx
. x .
3.20. 3.19.
.
3.21.
78
3.
1) , ub 0
uA 0, u 0, , Ax b
x 0.
2) , ub uA c, u 0, ,
x 0, Ax b, cx .
3.22.
1) , ub 0
uA = 0, u 0, , Ax b
.
2) , ub uA = c, u 0, ,
x, , Ax b, cx .
3.23. 3.21, 3.22.
3.4.
3.4.1.
, ) .
3.24 ( ).
x
eu
e (48) (49) .
(e
uA c)e
x=0
(56)
x
eu
e.
. x
eu
e Ae
x = b, x
e 0, u
eA c, (. (52))
(e
uA c)e
x=0
u
eAe
x = ce
x
u
eb = ce
x.
3.7 .
3.4.
79
3.25. x
e, u
e , j {1, 2, . . . , n}
ej 0
x
e1 a1j + u
e2 a2j + . . . + u
em amj cj
u
.
3.26. (56) . , x
e ,
. . x
ej > 0 j B, (56) ,
e u
eB = cB ,
u
e = cB B 1 . ,
u
3.7. , x
eu
e,
(e
uA c)e
x = 0, 3.7.
e = (7, 0, 1)>
3.27. , u
min(3u1 5u2 + 11u3 )
u2 + 2u3 1.
max(10x1 3x2 x3 )
3x1 x2 + x4
= 3,
6x1 2x2 x3 + x5 = 5,
11x1 + 4x2 + 2x3 + x6 = 11,
xj 0 (i = 1, 2, . . . , 6).
e .
u
e
u2 + 2e
u3 1,
u
e1 0,
e3 0
u
80
3.
. , x
e3 , x
e4 , x
e6
e . x
e ,
x
e - :
x
x1 x
e2
= 3,
3e
e5 = 5,
6e
x1 2e
x2 + x
11e
x1 + 4e
x2
= 11,
e = (1, 0, 0, 0, 1, 0)> . 3.24 x
eu
e x
.
3.28. 3.24
(50) (51)
(46) (47).
x
e, u
e (48) (49) .
Ae
x = b, x
e 0 , b
a1 , a2 , . . . , an A e1 , x
e2 , . . . , x
en . 3.25 , x
e, u
e
x
, j, j-
(49) (. . u
ej aj > cj ) x
ej
. .
e 3.29. u
(49) , b
A,
.
.
3.1 uA c,
ub = u0 ub a1 , a2 , b.
e , u
e
u
. ,
b a1
a2 .
3.30. , . 3.1.
3.4.
a2
ua2 = c2
e
u
81
b = e
x1 a1 x
e2 a2
a1
ub = u0
ua1 = c1
. 3.1.
3.4.2.
,
e, u
e (48), (49) x
j {1, 2, . . . , n}
x
ej 0
u
eaj cj
. , x
e, u
e, j {1, 2, . . . , n} .
.
u
eaj > cj .
82
3.
. x0 = u0 (48), (49).
max xj
Ax = b,
cx x0 ,
x0
min(ub x0 )
uA c ej ,
0,
(57)
x , (u, ) = (u1 , . . . , un , )
, ej -,
, j-, 0, j- 1. ,
(48). .
, x (48)
xj = 0. (57) 0. ,
(u, )
ub x0 = 0,
uA c ej ,
0.
(58)
:
e = u + v, v
= 0, u
(49). (58)
u
eA = uA + vA c + ej ,
e=
> 0, u
eA =
u
u
eb = ub + vb = 0 + u0 .
1
u. (58)
1
1
uA c + ej ,
eb =
u
1
ub + vb = x0 = u0 .
e (49),
, u
eaj > cj .
u
3.32 ( ).
(48) (49) .
3.4.
83
x
e, u
e , , j
{1, 2, . . . , n} :
x
ej 0
u
eaj cj .
. 3.31 j {1, 2, . . . , n} x
e(j) , u
e(j) , ,
x
ej(j) > 0
x
e=
1 n (j)
xe ,
n j=1
u
e(j) aj > cj .
u
e=
1 n (j)
ue .
n j=1
e, u
e .
, x
3.33. -
,
, .
3.34. (48) (49) .
xj 0
uaj cj
, .
, 3.32 3.34.
3.2
uA c , a1 , a2 = b, a3 .
ua2 = c2 . , , u
e,
e0 . x
e , , u
1. b = a2 ,
e . , x
e, u
e
x
3.32, u
e0 x
e.
3.35. , . 3.2. ,
e = e
u
u0 + (1 )e
u00 , 0 < < 1.
3.
a1
a1
84
ua1 = c1
a2
u
e0 ua2 = c2
b
a2
e
u
a3
u
e00
ua3 = c3
a3
. 3.2.
3.5.
, 5 - f (x1 , . . . , xn ) gi (x1 , . . . , xn ) = 0
(i = 1, 2, . . . , m), gi (x1 , . . . , xn ) -
.
m
. u1 , . . . , um . .
( ).
.
,
5
(1736-1813) .
3.5.
85
.
min ub,
max cx
Ax b,
x0
uA c,
u0
(59)
3.36. (59)
L(x, u) = cx + ub uAx.
(60)
, , - :
L(x, u) = cx + u(b Ax) = ub + (c uA)x.
,
u = (u1 , . . . , um ),
x = (x1 , . . . , xn )> .
3.37. x
e, u
e (59) ,
e) = ce
eb.
L(e
x, u
x=u
(61)
eA c x
e 0, u
eAe
. u
x ce
x,
e) = ce
eb u
eAe
eb.
L(e
x, u
x+u
xu
e 0, u
eAe
eb,
Ae
xbu
xu
e) = ce
eb u
eAe
L(e
x, u
x+u
x ce
x.
eb, (61).
ce
x=u
3.38. , x
e 0, u
e 0 (59) ,
, (e
x, u
e) (60), . . x 0 u 0
e) L(e
e) L(e
L(x, u
x, u
x, u).
(62)
86
3.
.
e, u
e . x
eA c x 0,
(59) . u
eAx cx,
u
L(x, u
e) = cx + u
eb u
eAx cx + u
eb cx = u
eb.
Ae
x b u 0, uAe
x ub,
L(e
x, u) = ce
x + ub uAe
x ce
x + ub ub = ce
x.
e) u
eb = ce
, L(x, u
x L(e
x, u). (62)
(61).
. (62) x 0
e0u
e 0 u 0. , x
(59) .
, (62)
(c u
eA)x (c u
eA)e
x.
(63)
x = (e
x + ej ), ej -, ,
j-, , j- 1, (63) (c u
eA)ej 0,
. . j- c u
eA .
eA 0. , u
e j = 1, 2, . . . , n, c u
.
e
(62) , , x
.
L(0, u
e) L(e
x, 0) u
eb ce
x,
, u
eb = ce
x x
e, u
e .
3.39.
min max L(x, u) = max min L(x, u).
u0 x0
x0 u0
max cx
Ax = b,
x0
min ub
uA c
(64)
3.5.
87
(60). 3.38 .
e 0, u
e
3.40. , x
(64) , , (e
x, u
e)
, . . x 0 u
e) L(e
e) = L(e
L(x, u
x, u
x, u).
:
max(c(1) x(1) + c(2) x(2) )
(1)
(2)
(1)
A11 x + A12 x = b ,
(1)
(2)
A21 x + A22 x b(2) ,
(1)
x 0
(1)
(2)
(1)
u A11 + u A21 c ,
(1)
(2)
(2)
u A12 + u A22 = c ,
(2)
u 0.
(65)
3.41. (65)
L(x, u) = c(1) x(1) + c(2) x(2)
+ u(1) (b(1) A11 x(1) A12 x(2) ) + u(2) (b(2) A11 x(1) A12 x(2) ).
, :
(1)
b
A11
c = (c(1) , c(2) ),
b=
,
A
=
A21
b(2)
A12
A22
(66)
, (60).
e = (e
e(2) ). u
e = (e
e(2) ) 3.42. x
x(1) ; x
u(1) , u
(59). , x
e. u
e
, (e
x, u
e) , . . x = (x(1) ; x(2) ) u = (u(1) , u(2) ),
, x(1) 0, u(2) 0,
e) L(e
e) = L(e
L(x, u
x, u
x, u).
3.43. 3.40, 3.42.
88
3.
3.6. -
, -, , (
, ). ,
-. ,
, 2, ,
-.
(48). B = hj1 , . . . , jn i , Q = (qij ) -, x
e .
3.44. q0j 0 (j = 1, 2, . . . , n), B
, , Q , x
e
, .
- ,
, ,
qi0 0 (i = 1, 2, . . . , s).
3.6.1. -
3. [ - .]
0. B
Q.
1. qi0 0 (i = 1, 2, . . . , m), . , B, . r,
qr0 < 0.
2. qrj 0 (j = 1, 2, . . . , n), . . s, .
q0s
q0j
= min
: qrj < 0 (j = 1, 2, . . . , n) .
(67)
|qrs |
|qrj |
3.6. -
89
3. ( .) r-
Q qrs . i {0, 1, . . . , m} \ {r} i-
r-, qis .
4. B = hj1 , . . . , jm i jr s. 1.
3.45. ,
3, . s, r qrs
.
, s
(67)
q0s > 0.
3.46. -
max(x1 x2 x3 x4 )
= 1,
x1 + x2 2x3 + 2x4 + x5
x1 2x2 + 3x3 4x4
+ x6 = 2,
xj 0 (j = 1, 2, . . . , 6).
B = h5, 6i, -
0.
r, qi0 , r = 2,
(67) s = 4:
1/2
1/2
5/4
1/2
1/4
1/2
7/4
1/2
1/2
3/4
1/4
1/2
1/4
90
3.
r = 2, s = 2:
11/2
4
3/2
1/2
1/2
5/2
1
0
0
1/2
1
1/2
0
1
2
1/2
3/2
1 .
1/2
-, ,
, . - ,
5.
4. [ - .]
0. B. N = hk1 , . . . , knm i
,
T -.
3.6. -
91
1. ti0 0 (i = 1, 2, . . . , n), .
. r, tr0 < 0.
2. trj 0 (j = 1, 2, . . . , n m), . . s,
t0s
= min
|trs |
t0j
:
|trj |
trj < 0 (j = 1, 2, . . . , n m) .
3. ( .) s-
T trs . j {0, 1, . . . , n m} \ {s}
j- s-, trj .
4. N = hk1 , . . . , knm i ks r.
1.
3.49.
(0)
= 0
0 ,
4
0
92
3.
1/2
T (1)
1/2
7/4
1/4
1/2
3/4
1/2
1/2
11/2
5/2
1/2
3/2
4
0
0
3/2
0
0
2
0
0
1/2
1
0
0
1
0
1/2
0
0
1
0
1
1/2
0
0
1
0
0
1/2
0
1
=
0
1
/2
T (2)
5/4
1/4
0
,
1/4
1/2
.
3.50. - T , L D-, ,
, , , .
3.51. 4, r , , tr0 < 0, s
1
1
>
>
(t0s , t1s , . . . , tns ) = lexmin
(t0j , t1j , . . . , tnj ) : trj < 0 .
|trs |
|trj |
- , L D-.
3.7.
93
3.52. , -, ,
.
3.7.
3.1. , :
e = (0, 1, 1),
x
e = (3, 4, 0),
x
max(4x1 + x2 + 5x3 )
x2 + x3 = 2,
3x1 + 2x2 x3 = 1,
xj 0 (j = 1, 2, 3);
x1 3x2 + 11x3 = 9,
3x1 x2 + 9x3 = 5,
xj 0 (j = 1, 2, 3);
e = (1, 1, 1, 1, 1, 1, 1, 1),
x
max(5x1 + 4x2 + 3x3 + 11x4 + 10x5 2x6 3x7 6x8 )
xj 0 (j = 1, 2, . . . , 8).
3.2. 3.1
.
3.3.
min(10x1 + 3x2 + x3 )
3x1
6x1
11x
xj
+ x2
3,
+ 2x2 + x3
5,
4x2 2x3 11,
0 (j = 1, 2, 3).
, .
94
3.
3.4.
max(3x1 + 5x2 + 4x3 )
x1 + 2x2 + 3x3 1,
2x1 + 3x2 + x3 1,
3x1 + x2 + 2x3 1,
2x1
+ 4x3 1
-, , .
eu
e
3.5. x
Ax 0,
x0
uA 0,
u0
(68)
. , u
eAe
x = 0.
(68) .
e, u
e,
3.6. (68) x
e+u
eA > 0, u
e Ae
x
x > 0.
4.1.
,
1 . -, ,
, . . 2 (1930 .).
m , n . ,
i- , ai , j-
bj . ,
, . .
m
i=1
j=1
ai = bj .
ai , bj cij , i- j- . xij ,
i- j- (i = 1, . . . , m;
j = 1, . . . , n), ,
.
1
. (18751957) .
.
2 . .
95
4.
96
, :
xij = ai
j=1
m
xij = bj
i=1
xij 0
m n
cij xij
min
i=1 j=1
(i = 1, . . . , m),
(69)
(j = 1, . . . , n),
(i = 1, . . . , m; j = 1, . . . , n).
:
min(c11 x11 + . . . + c1n x1n + . . . + cm1 xm1 + . . . + cmn xmn )
x11 + . . . + x1n
= a1 ,
+
x
+
.
.
.
+
x
= a2 ,
21
2n
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.....
+ xm1 + . . . + xmn = am ,
x11
+ x21
+ xm1
= b1 ,
x
+
x
+
x
=
b2 ,
12
22
m2
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
...
x
+
x
+
x
=
b
1n
2n
mn
n,
xij 0 (i = 1, . . . , m; j = 1, . . . , n).
,
min cx
Ax = b,
x 0,
b = (a1 , a2 , . . . , am , b1 , b2 , . . . , bm )> ,
c = (c11 , c12 , . . . , c1n , c21 , c22 , . . . , c2n , . . . , cm1 , cm2 , . . . , cmn ),
x = (x11 , x12 , . . . , x1n , x21 , x22 , . . . , x2n , . . . , xm1 , xm2 , . . . , xmn )> ,
4.1.
A= 1
...
97
1
1
...
1
1
1
1
1
1
..
1
..
... 1
..
.
1
, A (m + n) (m n).
x c
X = (xij ) C = (cij ) m n.
,
, ,
-.
4.1. (69) :
ai 0,
bj 0
(i = 1, 2, . . . , m;
m
i=1
j=1
j = 1, 2, . . . , n),
ai = bj .
. . x,
xij =
ai bj
S
(i = 1, 2, . . . , m; j = 1, 2, . . . , n),
S = ai ,
i=1
S 6= 0, xij = 0 .
4.2. A
(69) m + n 1.
. A
, m n , rank A m + n 1. ,
4.
98
1
1 1 . . . 1
..
= 1,
.
..
1
rank A m + n 1.
4.2.
4.3. , 1. ( ) , 1 0.
4.4. A
.
. A:
1) .
2) .
3) m ( 1- ) n ( 2-
).
, 1- 0 1. , k- 1 0, ,
M (k + 1).
, .
4.2.
99
M ,
, M 1 0. , M
. 2) 3) ,
M , A 1- , , 2- ,
M = 0.
4.5. A
1, 0 , , ,
, . ,
A .
4.6. (69) ai bj , .
. , BxB = bB B.
det B = 1, , xB .
4.2.1.
4.6 , ,
. .
n n
cij i- j- (i = 1, 2, . . . , n; j = 1, 2, . . . , n).
, .
xij , 0 1 , i-
j- . :
n
(70)
4.
100
n
xij = 1
(j = 1, 2, . . . , n),
(71)
(i = 1, 2, . . . , n),
(72)
i=1
n
xij = 1
j=1
xij {0, 1} .
(73)
(71) (73)
xij 0
xij Z
(i = 1, 2, . . . , n;
(74)
j = 1, 2, . . . , n).
(75)
4.4. 101
.
. , ,
(78)
k 6= 0 k {1, 2, . . . , t}. ik - (m + jk )-
pik jk , , (78) , , (77) ,
ik - 1, , (m + jk )-
1. , (ik , jk ) k 6= 0
. ,
.
4.8. t = m + n 1. ,
pi1 j1 , pi2 j2 , . . . , pit jt
A
, , .
4.4.
4.
102
A, . , , (76) ,
B = h(i0 , j0 ), (i1 , j1 ), . . . , (it , jt )i .
, , B .
.
4.4.1. -
X, , , .
5. [ - ]
0. xij 0. e
ai = ai , ebj = bj (i =
1, 2, . . . , m; j = 1, 2, . . . , n), B = 0,
/ i = 1, j = 1.
1. B (i, j).
2. e
ai < ebj , xij = ai , ebj = ebj ai , i
1. xij = bj , e
ai = e
ai bj , j 1.
3. i < m j < n, 1. . B
X = (xij ) .
4.9. ,
a1 = 65,
b1 = 40,
c11 = 4,
c21 = 2,
c31 = 3,
a2 = 50, a3 = 70,
b2 = 85, b3 = 60,
c12 = 5, c13 = 6,
c22 = 3, c23 = 1,
c32 = 3, c33 = 3.
-
:
4.4. 103
40
65
50
70
85
5
40
60
6
25
50
3
10
60
ai , bj .
(i, j) cij . (i, j) B,
xij .
B = h(1, 1), (1, 2), (2, 2), (3, 2), (3, 2)i .
, 1 5 m+n1 . ,
, , , B, .
. , B .
4.4.2.
, xij cij .
6. [ ]
0. xij 0. e
ai = ai , ebj = bj
(i = 1, 2, . . . , m; j = 1, 2, . . . , n), B = 0,
/ I = {1, 2, . . . , m},
J = {1, 2, . . . , n}.
1. r, s, , crs = min {cij : i I, j J}.
(r, s) B.
4.
104
n
o
2. xrs = min e
ar , ebs , e
ar = e
ar xrs , ebs = ebs xrs .
e
ar = 0, r I. s J.
3. I 6= 0/ J 6= 0,
/ 1.
4. [ .]
I = 0,
/ B (r, j), j
J, (). B
(i, s), i I,
(). B
X = (xij ) .
4.10. 4.9.
:
B = h(1, 2), (1, 3), (2, 3), (3, 1), (3, 2)i
40
65
50
70
85
5
60
6
55
10
50
40
30
, X, 6, . ,
B, ,
(i1 , j1 ), (i2 , j2 ), . . . , (is , js )
. (ik , jk )
, .
(ik1 , jk1 ) e
ajk1 6= 0 ebjk1 6= 0,
(ik+1 , jk+1 ) e
ajk+1 6= 0 ebjk+1 6= 0.
, (ik , jk )
aik , bjk .
4.5.
105
4.5.
X ,
B = h(i1 , j1 ), (i2 , j2 ), . . . , (im+n1 , jm+n1 )i .
(i, j), , , 4.7 , , . ,
(i, j), (i1 , j1 ), (i2 , j2 ), . . . , (is1 , js1 ),
(k = 1, 3, . . . , s 1).
(79)
= min {xik jk : k = 1, 3, . . . , s 1} ,
, , (79) , , , , x0ir ,jr , .
B (ir , jr ) (i, j). B 0 X 0 . , B 0
, (ir , jr ) .
4.
106
(i, j)
(i1 , j1 )
(i2 , j2 )
(is2 , js2 )
(is1 , js1 )
. 4.1.
4.6.
,
. .
. B (. 2.29 2.5),
. ,
2.30,
( -), .
. , m A, ui (i =
1, 2, . . . , m), , n
A, vj (j = 1, 2, . . . , n). , . 2.34
e = cB , () uB
:
ui + vj = cij
(i, j) B.
A m+n1, , 1. ,
,
. , , ,
4.6.
107
B, , .
b
c = c uA b
cij
: b
cij = cij ui vj . b
cij 0 (i =
1, 2, . . . , m, j = 1, 2, . . . , n), . .
ui + vj cij
(i = 1, 2, . . . , m; j = 1, 2, . . . , n),
(80)
B . (i, j)
/ B, b
cij < 0 ,
4.5, , B.
4.11. , (69). , m A, ui (i = 1, 2, . . . , m), , n A, ui (i = 1, 2, . . . , m).
:
m
n
max ai ui + bj vj
i=1
ui + vj cij
j=1
(i = 1, 2, . . . , m; j = 1, 2, . . . , n).
, (80)
(u1 , . . . , um , v1 , . . . , vm ).
4.12. 4.9,
B (0) = h(1, 2), (1, 3), (2, 3), (3, 1), (3, 2)i ,
4.10.
u1 + v2 = 5,
u1 + v3 = 6,
u2 + v3 = 1,
u3 + v1 = 3,
u3 + v2 = 3,
, u1 = 0, v2 = 5, v3 = 6, u2 =
5, v1 = 5, v5 = 5. ui + vj cij , ,
i = 1, j = 1. (1, 1) . ,
, :
4.
108
40
65
50
85
5
55
60
6
10
1
50
3
u2 = 5
u3 = 2
+
40
30
v1 = 5 v2 = 5 v3 = 6
70
u1 = 0
85
5
40
15
60
0
10
50
3
70
5
5
2
. , ui , vj
. ui + vj cij i = j = 3. (3, 3). , , xij , ,
. x13 = 10, (1, 3)
. B (2) = h(1, 2), (3, 3), (2, 3), (1, 1), (3, 2)i,
:
4.6.
109
40
5
65
85
40
25
3
50
60
50
3
70
60
4
10
ui + vj cij , ,
x11 = 40,
x33 = 10,
.
4 40 + 5 25 + 1 50 + 3 60 + 3 10 = 545.
4.13. . .
.
40
50
60
75
85
60
5
50
50
3
40
4
20
6
35
40
40
85
60
5
50
3
60
75
40
35
1
+ 2
20
5
40
1
4.
110
40
50
85
60
5
50
3
60
75
0
6
40
35
1
60
6
40
0
50
60
75
85
60
5
50
3
0
6
40
1
60
6
35
1
4
5
5.1.
,
.
5.1.
,
,
() ().
, .
, .
5.2. 0 1, ,
{0, 1}-. ,
.
, . ,
111
112
5.
. , 4.1 ( 4.6) ,
, ,
, .
4.2.1. ,
1 .
5.2.
.
( 1.5.1,
4.2.1) .
.
5.2.1.
, . n . aj cj (j = 1, 2, . . . , n). ,
b . ( {0, 1}-):
max(c1 x1 + c2 x2 + . . . + cn xn )
a1 x1 + a2 x2 + . . . + an xn b,
xj {0, 1} (j = 1, 2, . . . , n).
,
, , .
:
max(c1 x1 + c2 x2 + . . . + cn xn )
a1 x1 + a2 x2 + . . . + an xn b,
xj Z (j = 1, 2, . . . , n).
(81)
1 P , N P - . .
2.8 5.7.
5.2. 113
5.2.2.
:
f (x) = cx = c1 x1 + c2 x2 + . . . + cn xn .
, , ,
0,
x = 0,
f (x) =
c0 + cx, x > 0,
c0 . , :
, . , x 0
x x
b .
.
, y :
y {0, 1} ,
y=1
(82)
x > 0.
f (x) = c0 y + cx.
(82)
:
y {0, 1} ,
x yb
x.
5.3.
fj (x) =
0,
c0j + cj x,
x = 0,
x > 0,
, n .
114
5.
5.2.3.
- :
G1 (x1 , x2 , . . . , xn ) 0
G2 (x1 , x2 , . . . , xn ) 0,
(83)
G1 , G2 . ,
g1 , g2 :
G1 (x1 , x2 , . . . , xn ) g1 ,
G2 (x1 , x2 , . . . , xn ) g2 .
, y,
y {0, 1} ,
(83) :
G1 (x1 , x2 , . . . , xn ) g1 y,
G2 (x1 , x2 , . . . , xn ) g2 (1 y).
,
G1 G2 , .
5.4. , s :
G1 (x1 , x2 , . . . , xn ) 0
...
Gs (x1 , x2 , . . . , xn ) 0.
5.2.4.
5.5. () f , n x1 , x2 , . . . , xn ,
f (x1 , x2 , . . . , xn ) = f1 &f2 & . . . &fm ,
fi (i = 1, 2, . . . , m) , . .
(84)
xi1 . . . xir1 xir . . . xis .
5.2. 115
,
.
5.6. ,
(x1 , x2 , . . . , xn ),
1.
, . , (84)
xi1 + . . . + xir1 + (1 xir ) + . . . + (1 xis ) 1.
(85)
, (85) , (84) 1.
(85)
xj {0, 1} .
. .
5.7. (, [3].)
( , )
.
N P - . , N P - .
, N P -
0,1-.
5.2.5.
m
, b1 , . . . , bm . n , j- aij i- .
a ,
.
116
5.
xj ,
j- . xj , , :
xj 0, xj Z,
n x = a,
j
j=1
n
aij xj = bi x (i = 1, . . . , m),
(86)
j=1
x .
x (86).
5.2.6.
n ,
, . ,
aij i j (i =
1, . . . , n; j = 1, . . . , n). ,
, , ?
. , .
xij :
1, i j,
xij =
(87)
0, .
,
xij = 1
(i = 1, . . . , n).
(88)
j=1
,
n
xij = 1
(j = 1, . . . , n).
(89)
i=1
, , (, ). ,
. 5.1 -
5.3.
117
. 5.1.
, (87)(89).
, (87)(89) n (n 1)
:
ui uj + nxij n 1 (i = 1, . . . , n; j = 1, . . . , n; i 6= j),
(90)
xi .
, , (87)(89), ,
(90).
. , 1
, xij = 1, .
, :
nk (n 1)k,
k .
,
xi , (90).
ui = t,
i t,
(t = 1, . . . , n).
xij = 0 (90) ui
uj n 1, xij = 1 ui uj + nxij = t (t + 1) + n = n 1.
n
, xij aij
j=1
(87)(90).
5.3.
e , x
. ,
5.
118
x
e. , x
e , .
.
, . . , . 2
. 3
e , x
( ), ( ). ,
. .,
, ,
.
, , . 4 1958 .
A = (aij ) m n , b = (b1 , b2 , . . . , bm )> ,
c = (c1 , c2 , . . . , cn ) . :
max(c1 x1 + c2 x2 + . . . + cn xn )
21 x1 + a22 x2 + . . . + a2n xn b2 ,
...................................
m1 x1 + am2 x2 + . . . + amn xn bm ,
x Z, x 0 (j = 1, 2, . . . , n),
j
(91)
xn+1 , . . . , xn+m :
max(c1 x1 + c2 x2 + . . . + cn xn )
a
x
+
a
x
+
.
.
.
+
a
x
+
x
= b2 ,
21
1
22
2
2n
n
n+2
........................................................
x Z, x 0 (j = 1, 2, . . . , n + m).
j
(19241976) .
. .
4 (. 1929) .
3
(92)
5.4.
119
xn+1 , . . . , xn+m , -:
0
c1
c2 . . . cn
0
1
0
...
0
0
0
1
.
.
.
0
... ....................
T =
0
0
. . . 1
0
.
b1 a11 a12 . . . a1n
... ....................
bm am1 am2 . . . amn
, , - ( - ). ,
,
, .
5.4.
5.8 ().
m
x = a0 + ai (xi ),
(93)
i=1
x Z, xi Z, xi 0 (i = 1, 2, . . . , m).
m
. x Z
m
i=1
i=1
(94)
120
5.
y = {a0 } + {ai } xi Z.
i=1
(95)
i=1
, x0 0 (95) (94).
(93) , - -. ,
x0
. . , . .
, a0
/ Z.
5.10. ,
, , .
5.11. :
max(x1 + x2 )
x1
0,
x2 0,
2x1 +3x2 4,
3x1 2x2 1,
x1
Z,
x2 Z.
5.4.
121
:
max(x1 + x2 )
= 4,
2x1 +3x2 +x3
3x1 2x2
+x4 = 1,
xj 0, xj Z (j = 1, 2, 3, 4)
, -:
1/3
1/3
0
14/3
1/3
5/3
1/3
2/3
0
1
2/3 5/3
1
0
11/5
3/5
14/5
2/5
2/5
3/5
x1 =
11 3
2
+ (x4 ) + (x3 ).
5 5
5
(94) :
1 3
2
x5 = + x4 + x3 .
5 5
5
.
5.
122
-:
11/5
14
/5
1/5
2/5
3/5
2/5
3/5
2/5
0
1
3/5
14/3
5/3
1/3
8/3
2/3
1/3
5/3
1/3
2/3
x2 =
14 5
1
+ (x5 ) + (x3 ).
3 3
3
(94) :
2 2
1
x6 = + x5 + x3 .
3 3
3
-:
14/3
2
8/3
0
1/3
0
2/3
5/3
1/3
1
0
2/3
1/3
0
1
5/3
2/3
1
0
2/3 1/3
1
1
0
2
3
1
0
11/3
5/3
2
4/3
0
1/3
1/3
5/3
1/3
2/3
0
1
2/3
1/3
1
0
1/3
2/3
0 1
(96)
5.4.
123
x0 =
11 1
5
x4 x6 .
3
3
3
2 1
2
x7 = + x4 + x6
3 3
3
- :
11/3
1/3
5/3
1/3
4/3
2/3
1/3
1/3
2/3
1/3
5/3
1/3
2/3
2/3
2/3
e = (1, 2)> .
: x
, . 5.11
- . . , x1 +x2
(1, 2)> . ,
( 11/5 , 14/5 ) (2, 2), .
5.11
5.
124
:
1
x5 = +
5
2
x6 = +
3
2
x7 = +
3
3
x +
5 4
2
x +
3 5
1
x +
3 4
2
x = 2 x1 0,
5 3
1
x = 2 x2 0,
3 3
2
x = 1 x1 0.
3 6
x2
(2, 8/3 )
(1, 2)
( 11/5 , 14/5 )
(2, 5/2 )
( 5/3 , 2)
x2 = 2
(0, 4/3 )
x1 = 1
(0, 0)
x1 = 2
x1
( 1/3 , 0)
. 5.2.
(91).
7. [ .]
0. , . T = (tij ) -.
5.4.
125
1. ti0 Z (i = 0, 1, . . . , n), .
. r, tr0
/ Z, r
{0, 1, . . . , n}.
2. T
(97)
3. -
, T .
, .
. 1.
5.12. s- , 1 7,
.
, (97), T
(95), .
5.13. :
max{3x1 + 2x2 }
52
11
16
3
1
0
13
1
1
x1
0,
x2 0,
13x1 2x2 = 52,
x1 + 2x2 = 11,
x1 + 4x2 = 16,
x1 , x2 Z.
12
2
4
0
0
1
0
2
7
2
20
4
3/13
32/13
1/13
2/13
0
1
1
0
1/13 28/13
1/13
50/13
5.
126
20
1/7
9/2
13/4
0
0
15/2
1/2
8/7
1/14
1/14
1/28 13/28
1
0
0
1
3/14 25/14
1
1
/14 /14
19
7/2
1/2
14
1/2
1/2
1/2
1
/2
18
15
b = (4, 3)> .
x
1
1
1
+
x +
x = 4 x1 0,
2 14 3 14 4
1
1
1
x7 = +
x6 +
x4 = 7 x1 x2 0.
2
2
2
x6 =
. 5.3.
r
.
1 r :
r = min {i : ti0
/Z
(i = 0, 1, . . . , n)} .
5.14. (91) 7,
1) :
a) (91)
)
;
5.4.
x2
127
x1 = 4
(2, 9/2 )
(0, 4)
(4, 7/2 )
( 9/2 , 13/4 )
(4, 3)
x1 + x2 = 7
max(3x1 + 2x2 )
(0, 0)
x1
(4, 0)
. 5.3.
2) 0 7
T ;
3) 1 ;
4) 3 - .
.
. ,
, , , , , , -
(. 3.52).
128
5.
, .
3 - (),
- , .
1 t00
/ Z.
1 .
T
{t00 } , {t01 } , . . . , {t0,nm } , . s . {t0s } > 0, t0s
/ Z. , - {t0s } t00
t000 = t00
t0s
{t00 } t00 {t00 } = bt00 c .
{t0s }
(98)
t1s
{t10 } .
{t1s }
(99)
5.5.
129
130
5.
-
.
.
, ,
. .
- T ,
(92), , . .
tij Z
(i = 0, 1, . . . , m + n; j = 0, 1, . . . , n),
t0j 0
(j = 1, 2, . . . , n).
ti0 0 (i = 1, 2, . . . , m + n), T .
trs ,
-. trs = 1, , -,
.
, , 1.
5.17.
x = a0 + aj (xj ),
(100)
j=1
x Z, x 0, xj Z, xj 0, a0 Z, aj Z (j = 1, 2, . . . , n).
, , 1, Z,
ja k
0
j=1
ja k
j
(xj ) 0.
. (100) ,
n
aj xj a0 ,
j=1
aj
a0
xj .
j=1
(101)
5.5.
131
na o
j
xj 0 (j = 1, 2, . . . , n),
n
a0
aj n aj o
xj ,
j=1
. .
j=1
ja k
j
xj
a0
.
, a0
, .
r - T ,
N =
hk1 , k2 , . . . , kn i.
n
j=1
(102)
5.17 xm+n+1 0 .
.
tr0 < 0, btr0 /c < 0 , , . s
-. , tm+n+1,s = 1.
-
( , ,
)
.
, . .
132
5.
8. [ .]
0.
- T = (tij ), (92).
1. ti0 0 (i = 0, 1, . . . , m + n), .
. r, tr0 < 0, r
{1, 2, . . . , n}.
= max {|trj | : trj < 0 (j = 1, 2, . . . , n)} .
(103)
2. T
tr0
tr1
trn
,
, ...,
( = 1, r-).
3. tn+1,j 0 (j = 1, 2, . . . , n), . . s,
t0s
t0j
= min
: tm+n+1,j < 0 (j = 1, 2, . . . , n) .
|tm+n+1,s |
|tm+n+1,j |
(, tm+n+1,s = 1).
4. ( .) j {0, 1, . . . , n} \
{s} j- s-, tm+n+1,j .
5.18 (). (91)
8,
1) (91) ,
2) 0
-,
3) 1 r
r = min {i : ti0 < 0, i = 1, 2, . . . , n},
4) 3 s -.
5.5.
133
8 .
. , . 3 (),
- , .
4), . t00 , , , .
, , 1),
t00 .
t10 . , ,
t10 < 0. - . T
t10
t11
t1n
,
, ...,
- tm+n+1,s = 1. ,
t10
t010 = t10 +
t10
t1s > t10 .
(104)
5.
134
5.19.
min(x1 + x2 + x3 + x4 )
x1 + x2 2x3 + 2x4 1,
x1 2x2 + 3x3 4x4 2,
xj 0, xj Z (j = 1, 2, 3, 4).
.
, (103). = max {1, 2} = 2.
, (103), .
-.
, = max {2, 3} = 3.
0 1
- . , = 1
-. -
5.5.
135
, = 1.
1 1
- .
, = 1 -.
, = 2.
5
4
0 1
136
5.
-,
e = (4, 1, 0, 1)> :
x
0 1
0
5.6.
, . . . .
T = (tij ) -. t0i 0 (i = 1, 2, . . . , n), (91) . s, t0s < 0. tjs 0
(j = 1, 2, . . . , m + n), (91).
trs -. trs = 1, - .
trs 2, = qrs
xm+n+1
n
tr0
trj
=
+
(xkj ).
j=1
, ,
. (. [8]).
5.7. .
137
5.20. 5.11 :
0
1 1
2
5
2
0
1 2
1
0
2
1
1 1 1
0
0 1
3
1
0 1 1
0
0
4
4
2
3
5
1
2
1
0 1
3 2
3 1 0
1
1
0
0
1
0
0
1 1
0
1 1
0
5 3
0
1
1
0
3
2
2 3
1 1
1 2
0 1
1
0
1
5.7. .
(81), , . (81) :
cj > 0, aj > 0, b > 0,
cj Z, aj Z, b Z,
(j = 1, 2, . . . , n).
138
5.
, (x1 = x2 = . . . = xn = 0).
k {1, 2, . . . , n} y {1, 2, . . . , b}
max(c1 x1 + c2 x2 + . . . + ck xk )
a1 x1 + a2 x2 + . . . + ak xk y,
xj Z (j = 1, 2, . . . , k),
(105)
fk (y). , fn (b)
(81). , fk (y) k
y. , k y fk (y), fn (b).
.
(105) k = 1.
y . ,
f1 (y) = c1 by/a1 c
(y = 1, 2, . . . , b).
(106)
(105) k > 1.
k , ,
. , .
k- ,
1, 2, . . . , k 1. ,
( )
fk (y) = fk1 (y).
k- , y ak 1, 2, . . . , k 1. fk (y) =
fk1 (y ak ) + ck .
k- ,
y2ak . , fk (y) =
fk1 (y 2ak ) + 2ck .
, ,
. . k- , ,
5.7. .
139
,
by/ak c k- . y ak by/ak c
(k 1) .
fk (y) = fk1 (y ak by/ak c) + ck by/ak c.
, ,
fk (y) = max{fk1 (y), fk1 (y ak ) + ck , fk1 (y 2ak ) + 2ck , . . .
. . . , fk1 (y ak by/ak c) + ck by/ak c}.
(107)
(107). y
y ak .
fk (y ak ) = max{fk1 (y ak ), . . . , fk1 (y ak by/ak c) + ck by/ak c ck }.
, (107) , , , fk (y ak ) + ck , . .
fk (y) = max{fk1 (y), fk (y ak ) + ck } (k = 2, . . . , n; y = ak + 1, . . . , b).
(108)
(106) (108) ( y < 0 fk (y) = ). F n b. k-
y- fk (y). , .
, fk (y) fk1 (y) fk (y ak ).
F .
, , I. I
n b . k-
y- i(k, y)
(105), . .
y(1, y) =
y(k, y) =
0,
1,
i(k 1, y),
k,
f1 (y) = 0,
f1 (y) 6= 0.
(109)
5.
140
5.21.
max(8x1 + 5x2 + x3 )
(110)
.
(106) (108) F :
F =
f1 (y)
f2 (y)
10
f3 (y)
10
13
10
11 12
13
16 16
16
24
24
24
32
32
13
16 18
21
24
26
29
32
34
16 18
21
24
26
29
32
34
I=
10
11 12
13
f1 (y)
f2 (y)
f3 (y)
I
i(3, 13)
i(3, 13 a2 ) =
i(3, 11 a2 ) =
i(3, 9 a1 ) =
i(3, 6 a1 ) =
i(3, 11)
i(3, 9)
i(3, 6)
i(3, 6)
= 2,
= 2,
= 1,
= 1,
= 1.
, x1 = 3, x2 = 2,
x3 = 0.
5.22. ,
O(nb) O(b) .
5.8.
141
5.8.
, -, .
.
P P Z :
max cx
P :
Ax b,
max cx
P
Ax b,
x Zn .
x
e P ,
x P Z . ei x
e :
x
max cx
P0 :
Ax b,
xi c ,
xi be
max cx
P1 :
Ax b,
xi e .
xi de
, , P Z ,
P0Z P1Z , . P0Z P1Z
, P Z .
P0Z , P1Z , P Z . , P0Z .
P0 . x
b P0 , x P0Z .
- x
bj b :
x
P00 :
max cx
Ax b,
xi be
xi c ,
xj bb
xi c ,
P01 :
max cx
Ax b,
xi be
xi c ,
xi db
xj e .
, P0Z , P00Z
P01Z ,
142
5.
.
P1Z . .
. P . -
P 0 x,
( ) P00 P10 , P 0
xi bxi c, xi dxi e , xi - x. ,
, .
, ,
(, , ,
). ,
, .
P Z , .
P00 P10 P . , ,
. , ,
.
, .
1) ,
() .
2) (. . ),
P Z .
, .
(. . ) . 2)
P Z . , ` ,
5.8.
143
x
e0 e0 < `,
, . x
.
, P Z
.
9. [ ]
0. P = {P }, ` = .
1. P = 0,
/ : ` = , P Z
b , `
; ` 6= , x
.
2. P P 0 . P 0 P.
e
3. ( ?) P 0 x
, x
e0 , x
e
x
e0 > `, ` x
e0 , x
b
x
e.
e , x
e0 > `,
4. () x
x
ei P 0
xi be
xi c xi de
xi e, P00 P10
. P00 P10 P.
5. 1.
, P
, .
: .
:
: 2
P 0 P, 4
P00 P10 P.
: 2
P 0 P, 4 P00
P10 P.
144
5.
, . ,
,
.
, ,
. ,
. ,
.
,
.
5.23.
max(5x1 + 4x2 )
x1 Z, x2 Z.
(111)
5.4 . , x
e
x
e0 .
e0 = 3, x
e = (1, 2) (111)
x
P000 .
:
P, P0 , P1 , P00 , P01 , P10 , P11 , P000 , P001 .
:
P, P0 , P00 , P000 , P001 , P01 , P1 .
, P10 P11 . , x
e0 = 3 P000
5.8.
145
P
e = ( 5/2 , 4),
x
e0 = 7/2
x
P0
x1 2,
x
e = (2, 10/3 ),
x
e0 = 10/3
P00
x1 2,
x2 3,
e = ( 7/4 , 3),
x
e0 = 13/4
x
P000
x1 2,
x2 3,
x1 1,
e = (1, 2),
x
x
e0 = 3
P1
x1 3,
x
e = (3, 10/3 ),
x
e0 = 5/3
P01
x1 2,
x2 4,
0/
P10
x1 3,
x2 3,
e = (3, 3),
x
e0 = 3
x
P11
x1 3,
x2 4,
0/
P001
x1 2,
x2 3,
x1 2,
e = (2, 3),
x
x
e0 = 2
. 5.4.
` = 3 (111). 5/3 P1
. 3 5/3 , P1
5 .
5.24. (111)
. 5.4.
, ,
5 , (111) , , .
.
146
5.
.
5.25. , 9,
,
max x1
t
(2 + 1)x1 = 2t x2
0 x2 2t ,
x1 , x2 Z,
t , 2t .
, 9
.
5.26. , 6
max(x1 + x2 + . . . + xn )
n , 9 2 2 . , 9 .
,
.
5.9.
5.1. , 50
, 5.5?
. ,
. . ?
6
5.9.
147
7
9
21
26
31
33
. 5.5.
5.2. , , (81) ,
.
5.3. , (81) ,
c1
c2
cn
...
.
a1
a2
an
x :
j1
b
a
x
i
i
i=1
xj =
(j = 1, 2, . . . , n).
aj
. ( ) ,
, , . . ,
, .
5.
148
, , (110),
.
5.4.
A() =
2 + 2
1
2
b=
0
1
, ,
A()1 b x Z2 ,
A()x b, .
5.5.
max(3x1 + 6x2 + 11x3 )
.
5.6.
max(3x1 + 6x2 + 11x3 )
1. . ., . . . .:
, 2003.
2. . ( ). .:
, 1961.
3. ., .
. .: , 1982.
4. . . .: , 1966.
5. . ., . . .
.: , 1969.
6. . .
.: , 1991.
7. . ., . . . : - . .
-, 1978.
8. . . .: ,
1974.
9. . .
. .: , 1995.
149
150
10. . . . : - . . -, 1976.
11. . .
. : - . . -, 1977.
12. . . . : - . . -,
1983.
L -, 44
L D-, 92
. ., 118
, 114
, 137
, 114
, 81
, 82
, 78
N P -, 115
N P -, 112
, 111
, 16
, 15
, 116
(),
17
, 18
, 17
, 18
, 22
,
9, 84
, 22
, 23
, 115
, 99
{0, 1}, 112
, 112
, 22
, 32, 102
, 35
, 88
, 32
, 34
. ., 46
. ., 34
., 8
, 9
, 9
, 142
, 143
, 143
., 76
, 64
., 24
., 118
. ., 9, 21, 34
, 70
151
152
, 111
, 42
, 17
, 111
, 111
, 35
. ., 8, 34
., 8
. ., 63
, 114
, 25
, 10
, 26
, 114
n-, 64
. ., 76, 84
. ., 9, 95
. ., 84
, 43
, 76
, 9
, 15
., 8
, 98
, 59
, 98
, 141, 143
, 16
, 50, 51
, 103
, 106
- , 102
, 64
, 10
, 15
. ., 63
, 10
, 13
, 84, 85
. ., 21
, 20
, , 9, 76
. ., 65
, 83
, 83
, 120
, 26
, 10
, 26
, 10
, 118
, 120
, 142
, 33
, 24
, 29
, 111
, 50
, 29
, 29
, 29
, 20
, 9
, 32
, 32
, 13
, 11
, 106
, 46, 63
, 26
, 70
, 88
, 88
, 142
, 32
, 88
, 35
, 32
153
. ., 95
, 85, 87
, 84
. ., 118
., 76
, 21
-, 20, 31, 34
, 13
L -, 44
, 13
L D-, 92
, 84, 85, 87
, 51
, 9
, 34, 88
. . ., 34
, 90
, 88
. ., 64
(L D-),
., 95
92
, 57
, 55
, 51
, 34, 88
, 12
, 62
. ., 65
, 34
(L -),
, 39, 144
44
(), 30,
, 46, 63
35
-
, 26, 65
L -, 43
, 24
L D-, 92
, 88
. ., 65
, 33, 61
(L -),
43
(L D-),
92
, 94
., 23
, 35, 62, 89
, 35, 62, 89
, 125
, 26
. ., 76, 84, 116
, 132
, 76
, 84
. . ,
. .
. .
70108 1/16. . .
.-. . 15. . . . 14. 400 .
. .. ,
603950, . , . , 23.
, 603000, . , . . , 37.